While in -reg- there occurs no difference when clustering or not (all regressors are explicit anyway in -reg-). The consequence is that the estimated standard errors are the same in -reg- and -areg- if I don't
Inference in time series models using smoothed-clustered standard errorsFixed-b asymptoticsEqually weighted cosinesSystematic missing dataHeteroskedasticity autocorrelation robust inferenceThis paper proposes a long run variance estimator for conducting inference in time series regression models that combines the ...
over to the cluster standard errors, I don't know.) On Tue, Sep 6, 2011 at 12:25 PM, Tobias Pfaff <tobias.pfaff@uni-muenster.de> wrote: Dear Statalisters, I do the following fixed effects regression: xtreg depvar indepvars, fe vce(cluster region) nonest dfadj Individuals in the p...
Regression standard errors in clustered samples Routing in Clustered Multihop, Mobile Wireless Networks With Fading Channel Hundreds of variants clustered in genomic loci and biological pathways affect human height. Bootstrap-Based Improvements for Inference with Clustered Errors ...
Re: 2SLS regression with fixed effects and clustered standard errors Posted 07-16-2021 01:50 PM (2896 views) | In reply to sbxkoenk Hello @YIN_YI_JEN , See also my previous post. I am not sure if my previous post is appropriate as maybe you cannot...
However, this method is different from Mallows and Schweppes estimation as initial estimates are once included from LTS regression (on using Rousseeuw’s LTS estimator, for which initial gives BDP=0.5), final M-estimates are calculated in one step rather than iteratively, so this method is known...
Abstract When data are clustered, common practice has become to do OLS and use an estimator of the covariance matrix of the OLS estimator that comes close to unbiasedness. In this paper, we derive an estimator that is unbiased when the random-effects model holds. We do the same for two mo...
Standard least squares was used to estimate the phase 1 regression model. Weighted and replicated generalized estimating equations were used to estimate the regression models in phases 2a, 2b, and 3 [52]. As slower-responder schools were randomized twice with probability 1/2, they had a 1/4 ...
Tobias Pfaff [mailto:tobias.pfaff@uni-muenster.de] Gesendet: Samstag, 4. Mai 2013 17:30 An: statalist@hsphsun2.harvard.edu Betreff: Reference for clustered standard errors in Stata Dear Statalisters, What is the correct reference for the formula used by Stata for clustered standard errors?
Also, as you note, you cannot test for weak or underidentification, because the rank of the first-stage VCV will be only 16, so you can't test the joint significance of the 100 instruments in the first-stage regression. --Mark > > The problem is the following: > When I only ...